+1,402.3%
LITE vs WMB
+267.1%
+1,135.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.8% |
| 7D | -35.9% | -13.8% | -22.1% | -30.6% |
| 30D | -51.5% | -10.3% | -41.2% | -48.4% |
| 3M | -35.7% | -10.1% | -25.7% | -31.7% |
| 6M | -43.0% | -11.8% | -31.1% | -38.7% |
| YTD | +46.1% | +8.9% | +37.2% | +42.7% |
| 1Y | +124.7% | +14.0% | +110.7% | +115.5% |
| 3Y | +1,172.1% | +100.5% | +1,071.5% | +891.9% |
| 5Y | +477.0% | +179.5% | +297.5% | +292.6% |
| All | +1,402.3% | +267.1% | +1,135.2% | +801.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling